"Asymptotics and fast simulation for tail probabilities of maximum of sums ..."

Sandeep Juneja, Rajeeva L. Karandikar, Perwez Shahabuddin (2007)

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DOI: 10.1145/1225275.1225278

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type: Journal Article

metadata version: 2022-10-02

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Sandeep Juneja, Rajeeva L. Karandikar, Perwez Shahabuddin:
Asymptotics and fast simulation for tail probabilities of maximum of sums of few random variables. ACM Trans. Model. Comput. Simul. 17(2): 7 (2007)

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